Tour v509
CB
CHUBB LTD
$340.86 -0.81%
8/17 18:17

Option Volume

Detail
Current (08/17) 9,468
Calls: 6,331 (67%)
Puts: 3,137 (33%)
Prior (08/14) 634
Calls: 427 (67%)
Puts: 207 (33%)
Current vs Prior +1393.38%
Calls: +1382.67% (Calls)
Puts: +1415.46% (Puts)
Prior 7-Day Total 4,905
Calls: 2,431 (50%)
Puts: 2,474 (50%)
Prior 7-Day Average 700
Calls: 347 (50%)
Puts: 353 (50%)
Current vs Prior 7-Day Avg +1251.19%
Calls: +1722.99%
Puts: +787.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $3.29M
Calls: $2.00M (61%)
Puts: $1.28M (39%)
Prior (08/14) $661.0K
Calls: $589.8K (89%)
Puts: $71.2K (11%)
Current vs Prior +397.25%
Calls: +239.82%
Puts: +1701.37%
Prior 7-Day Total $5.91M
Calls: $4.41M (75%)
Puts: $1.50M (25%)
Prior 7-Day Average $844.7K
Calls: $630.6K (75%)
Puts: $214.1K (25%)
Current vs Prior 7-Day Avg +289.12%
Calls: +217.86%
Puts: +498.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.50
Prior (08/14) 0.48
Current vs Prior +2.21%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg -56.00%
Sentiment BULLISH

Open Interest

Detail
Current (08/17) 17,044
Calls: 12,189 (72%)
Puts: 4,855 (28%)
Prior (08/14) 11,118
Calls: 7,575 (68%)
Puts: 3,543 (32%)
Current vs Prior +53.30%
Prior 7-Day Total 75,015
Calls: 54,715 (73%)
Puts: 20,300 (27%)
Prior 7-Day Average 10,716
Calls: 7,816 (73%)
Puts: 2,900 (27%)
Current vs Prior 7-Day Avg +59.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 2.80% | 5.32%2.80% | 5.32%
Prior 2.97% | 5.50%2.97% | 5.50%
Current vs Prior -5.61% | -3.19%-5.61% | -3.18%
Prior 7-Day Avg 3.56% | 5.95%3.56% | 5.95%
Current vs 7-Day Avg -21.21% | -10.56%-21.21% | -10.55%
Prior 7-Day Eod 2.97% | 5.50%2.97% | 5.50%
Current vs 7-Day Eod -5.61% | -3.19%-5.61% | -3.18%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Prior 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 13.41% | 6.05%
Calls: 5.76% | 7.62%
Puts: 21.05% | 4.48%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($2.00M). Massive premium surge with dollar volume up 397% vs prior. Dollar volume significantly above 7-day average (289% higher). Unusually high activity with volume up 1393% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 9 found (avg delta 0.70, highest 0.89)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2110.4013.70$12.0527.4%110.89--
$335.00Aug 216.109.50$7.8043.6%140.79143
$340.00Aug 212.705.40$4.0566.7%120.55--
$340.00Sep 187.709.50$8.6020.9%230.52308
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 2112.1015.50$13.8024.6%10.83--
$350.00Aug 218.1010.70$9.4027.7%210.81137
$355.00Sep 1814.6018.20$16.4022.0%10.7374
$345.00Aug 214.306.70$5.5043.6%60.66195
$345.00Sep 188.8010.30$9.5515.7%10.57--

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 9.1K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 183.905.10$4.5026.7%1.5K0.34388
$360.00Sep 180.652.55$1.60118.7%1.5K0.17456
$375.00Aug 210.002.20$1.10200.0%1.4K0.103.8K
$355.00Aug 210.002.45$1.23199.2%1.4K0.171.6K
$370.00Sep 180.051.80$0.93188.2%500.10290
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Sep 182.053.10$2.5840.7%1.5K0.2180
$335.00Sep 184.406.70$5.5541.4%1.5K0.38359
$335.00Aug 210.401.50$0.95115.8%260.21181
$320.00Aug 210.000.70$0.35200.0%230.06145
$350.00Aug 218.1010.70$9.4027.7%210.81137

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 42.6%, max 80.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 21Sep 1839.7%22.0%80.4%1.4K1.6K
$350.00Aug 21Sep 1828.4%20.6%38.1%1.5K1.0K
$340.00Aug 21Sep 1824.5%17.9%36.7%35308
$345.00Aug 21Sep 1828.0%21.4%30.7%15428
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 21Sep 1839.7%22.0%80.4%274
$340.00Aug 21Sep 1824.5%17.9%36.7%11162
$345.00Aug 21Sep 1828.0%21.4%30.7%7195
$335.00Aug 21Sep 1821.7%20.2%7.3%1.5K540

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 2.70, avg 6.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$355.00Sep 18$0.90$4.10$0.9034%4.56$350.90
$340.00$345.00Sep 18$1.95$3.05$1.9552%1.56$341.95
$340.00$345.00Aug 21$1.80$3.20$1.8055%1.78$341.80
$370.00$375.00Sep 18$0.15$4.85$0.1510%32.33$370.15
$345.00$350.00Aug 21$1.23$3.77$1.2334%3.07$346.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$340.00$335.00Sep 18$1.35$3.65$1.3548%2.70$338.65
$345.00$340.00Aug 21$2.47$2.53$2.4766%1.02$342.53
$335.00$330.00Aug 21$0.45$4.55$0.4522%10.11$334.55
$330.00$325.00Aug 21$0.20$4.80$0.2011%24.00$329.80
$330.00$325.00Sep 18$1.05$3.95$1.0528%3.76$328.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.67, avg 0.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$355.00$360.00Sep 18$2.00$2.00$3.0073%0.67$357.00
$355.00$360.00Aug 21$0.88$0.88$4.1283%0.21$355.88
$365.00$370.00Sep 18$0.90$0.90$4.1084%0.22$365.90
$345.00$350.00Sep 18$2.15$2.15$2.8557%0.75$347.15
$345.00$350.00Aug 21$1.23$1.23$3.7766%0.33$346.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$340.00$335.00Aug 21$2.08$2.08$2.9255%0.71$337.92
$335.00$330.00Sep 18$1.92$1.92$3.0862%0.62$333.08
$320.00$315.00Aug 21$0.32$0.32$4.6894%0.07$319.68
$315.00$310.00Sep 18$0.39$0.39$4.6189%0.08$314.61
$320.00$315.00Sep 18$0.56$0.56$4.4484%0.13$319.44

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $4.22, cheapest $3.87)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Aug 21Sep 18$4.5524.5%17.9%
$345.00Aug 21Sep 18$4.4028.0%21.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Aug 21Sep 18$3.8724.5%17.9%
$345.00Aug 21Sep 18$4.0528.0%21.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.08% of stock, avg 3.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$340.00Aug 21$4.05$3.03$7.08$332.92$347.082.08%
$345.00Aug 21$2.25$5.50$7.75$337.25$352.752.27%
$335.00Aug 21$7.80$0.95$8.75$326.25$343.752.57%
$350.00Aug 21$1.02$9.40$10.42$339.58$360.423.06%
$330.00Aug 21$12.05$0.50$12.55$317.45$342.553.68%
$355.00Aug 21$1.23$13.80$15.03$339.97$370.034.41%
$340.00Sep 18$8.60$6.90$15.50$324.50$355.504.55%
$345.00Sep 18$6.65$9.55$16.20$328.80$361.204.75%
$355.00Sep 18$3.60$16.40$20.00$335.00$375.005.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.41% of stock, avg 1.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$375.00$325.00Aug 21$1.10$0.30$1.40$323.60$376.40
$350.00$325.00Aug 21$1.02$0.30$1.32$323.68$351.32
$375.00$320.00Aug 21$1.10$0.35$1.45$318.55$376.45
$350.00$320.00Aug 21$1.02$0.35$1.37$318.63$351.37
$375.00$330.00Aug 21$1.10$0.50$1.60$328.40$376.60
$350.00$330.00Aug 21$1.02$0.50$1.52$328.48$351.52
$355.00$325.00Aug 21$1.23$0.30$1.53$323.47$356.53
$355.00$320.00Aug 21$1.23$0.35$1.58$318.42$356.58
$355.00$330.00Aug 21$1.23$0.50$1.73$328.27$356.73
$350.00$335.00Aug 21$1.02$0.95$1.97$333.03$351.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 0.92, avg credit $1.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
310/315355/360Sep 18$2.39$2.6161%0.92$312.61$357.39
315/320355/360Sep 18$2.56$2.4457%1.05$317.44$357.56
320/325355/360Sep 18$2.75$2.2552%1.22$322.25$357.75
325/330355/360Sep 18$3.05$1.9544%1.56$326.95$358.05
315/320355/360Aug 21$1.20$3.8078%0.32$318.80$356.20
310/315365/370Sep 18$1.29$3.7173%0.35$313.71$366.29
315/320365/370Sep 18$1.46$3.5469%0.41$318.54$366.46
320/325365/370Sep 18$1.65$3.3563%0.49$323.35$366.65
325/330365/370Sep 18$1.95$3.0556%0.64$328.05$366.95
325/330355/360Aug 21$1.08$3.9272%0.28$328.92$356.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 11.82, cheapest $0.17)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$335.00$340.00Aug 21$0.50$4.5034%9.00
$340.00$345.00$350.00Aug 21$0.57$4.4336%7.77
$370.00$375.00$380.00Aug 21$0.33$4.678%14.15
$335.00$340.00$345.00Aug 21$1.95$3.0544%1.56
$365.00$370.00$375.00Sep 18$0.75$4.258%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$335.00$340.00$345.00Aug 21$0.39$4.6144%11.82
$325.00$330.00$335.00Aug 21$0.25$4.7515%19.00
$315.00$320.00$325.00Sep 18$0.19$4.8110%25.32
$320.00$325.00$330.00Sep 18$0.30$4.7013%15.67
$310.00$315.00$320.00Sep 18$0.17$4.838%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-2.70, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$340.001:2Aug 21-$0.30$4.70
$340.00$345.001:2Aug 21-$0.45$4.55
$330.00$335.001:2Aug 21-$3.55$1.45
$365.00$370.001:2Sep 18-$0.03$4.97
$360.00$370.001:2Aug 21-$0.41$9.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$345.001:2Sep 18-$2.70$7.30
$350.00$345.001:2Aug 21-$1.60$3.40
$345.00$340.001:2Aug 21-$0.56$4.44
$335.00$330.001:2Aug 21-$0.05$4.95
$330.00$325.001:2Aug 21-$0.10$4.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 1.67%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$345.00Sep 18$5.700.431.2%1.67%2.89%1--
$350.00Sep 18$3.900.342.7%1.14%3.83%1.5K388
$355.00Sep 18$2.700.274.2%0.79%4.94%2--
$365.00Sep 18$0.450.167.1%0.13%7.21%5255
$360.00Sep 18$0.650.175.6%0.19%5.81%1.5K456
$375.00Sep 18$0.250.0810.0%0.07%10.09%1--
$350.00Aug 21$0.650.192.7%0.19%2.87%33651
$345.00Aug 21$0.800.341.2%0.23%1.45%14428
$360.00Aug 21$0.100.075.6%0.03%5.64%40554

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 6,331
Total Puts 3,137
Put/Call Ratio 0.50
Net Difference 3,194

Prior's Put/Call Breakdown

Total Calls 427
Total Puts 207
Put/Call Ratio 0.48
Net Difference 220

Prior 7-Day Put/Call Summary

Total Calls 2,431
Total Puts 2,474
Average Put/Call Ratio 1.13
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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